悬赏计算题过程~~

a portfolio consists of two positions: one position is long $100M of a two year bond priced at 101 with a duration of 1.7 ,the other position is short $50M of a five year bond priced at 99 with a duration of 4.1 .What is the duration of the portfolio?
A. 0.68
B.-0.68
C.0.61
D.-0.61

考过SOA之后再没看过了...本来多简单的

SOA是啥？ 我求的答案跟选项不一样。。。桑心 2# wanyanruiyun